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High breakdown analogs of the trimmed mean

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  • Olive, David J.

Abstract

Two high breakdown estimators that are asymptotically equivalent to a sequence of trimmed means are introduced. They are easy to compute and their asymptotic variance is easier to estimate than the asymptotic variance of standard high breakdown estimators.

Suggested Citation

  • Olive, David J., 2001. "High breakdown analogs of the trimmed mean," Statistics & Probability Letters, Elsevier, vol. 51(1), pages 87-92, January.
    • Handle: RePEc:eee:stapro:v:51:y:2001:i:1:p:87-92
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    References listed on IDEAS

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    1. Falk, Michael, 1997. "Asymptotic independence of median and MAD," Statistics & Probability Letters, Elsevier, vol. 34(4), pages 341-345, June.
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    Cited by:

    1. Serfling, Robert & Mazumder, Satyaki, 2009. "Exponential probability inequality and convergence results for the median absolute deviation and its modifications," Statistics & Probability Letters, Elsevier, vol. 79(16), pages 1767-1773, August.
    2. Mazumder, Satyaki & Serfling, Robert, 2009. "Bahadur representations for the median absolute deviation and its modifications," Statistics & Probability Letters, Elsevier, vol. 79(16), pages 1774-1783, August.

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    More about this item

    Keywords

    MAD M-estimators Outliers;

    Statistics

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